NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.671 |
2.640 |
-0.031 |
-1.2% |
2.730 |
| High |
2.697 |
2.640 |
-0.057 |
-2.1% |
2.764 |
| Low |
2.662 |
2.589 |
-0.073 |
-2.7% |
2.662 |
| Close |
2.674 |
2.617 |
-0.057 |
-2.1% |
2.674 |
| Range |
0.035 |
0.051 |
0.016 |
45.7% |
0.102 |
| ATR |
0.077 |
0.078 |
0.001 |
0.7% |
0.000 |
| Volume |
20,712 |
9,515 |
-11,197 |
-54.1% |
63,520 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.768 |
2.744 |
2.645 |
|
| R3 |
2.717 |
2.693 |
2.631 |
|
| R2 |
2.666 |
2.666 |
2.626 |
|
| R1 |
2.642 |
2.642 |
2.622 |
2.629 |
| PP |
2.615 |
2.615 |
2.615 |
2.609 |
| S1 |
2.591 |
2.591 |
2.612 |
2.578 |
| S2 |
2.564 |
2.564 |
2.608 |
|
| S3 |
2.513 |
2.540 |
2.603 |
|
| S4 |
2.462 |
2.489 |
2.589 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.006 |
2.942 |
2.730 |
|
| R3 |
2.904 |
2.840 |
2.702 |
|
| R2 |
2.802 |
2.802 |
2.693 |
|
| R1 |
2.738 |
2.738 |
2.683 |
2.719 |
| PP |
2.700 |
2.700 |
2.700 |
2.691 |
| S1 |
2.636 |
2.636 |
2.665 |
2.617 |
| S2 |
2.598 |
2.598 |
2.655 |
|
| S3 |
2.496 |
2.534 |
2.646 |
|
| S4 |
2.394 |
2.432 |
2.618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.764 |
2.589 |
0.175 |
6.7% |
0.054 |
2.1% |
16% |
False |
True |
12,967 |
| 10 |
2.810 |
2.589 |
0.221 |
8.4% |
0.067 |
2.6% |
13% |
False |
True |
14,335 |
| 20 |
2.852 |
2.589 |
0.263 |
10.0% |
0.067 |
2.5% |
11% |
False |
True |
12,514 |
| 40 |
3.025 |
2.589 |
0.436 |
16.7% |
0.074 |
2.8% |
6% |
False |
True |
11,023 |
| 60 |
3.116 |
2.589 |
0.527 |
20.1% |
0.084 |
3.2% |
5% |
False |
True |
9,921 |
| 80 |
3.257 |
2.589 |
0.668 |
25.5% |
0.094 |
3.6% |
4% |
False |
True |
9,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.857 |
|
2.618 |
2.774 |
|
1.618 |
2.723 |
|
1.000 |
2.691 |
|
0.618 |
2.672 |
|
HIGH |
2.640 |
|
0.618 |
2.621 |
|
0.500 |
2.615 |
|
0.382 |
2.608 |
|
LOW |
2.589 |
|
0.618 |
2.557 |
|
1.000 |
2.538 |
|
1.618 |
2.506 |
|
2.618 |
2.455 |
|
4.250 |
2.372 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.616 |
2.666 |
| PP |
2.615 |
2.650 |
| S1 |
2.615 |
2.633 |
|